On time series with randomized unit root and randomized seasonal unit root

Pak Wing Fong، نويسنده , , Wai Keung Li، نويسنده ,

روزنامه با شماره پیاپی سال 2003

27

369

395

Brownian motion , Markov chain Monte Carlo , Randomized seasonal unit root , Randomized unitroot , Score-based test

Computational Statistics and Data Analysis

2003

Computational Statistics and Data Analysis

307670